Beat shortening at medium speed with an electric mixer until fluffy. Gradually add sugar, beating well. Add eggs, 1 at a time, beating after each addition.
Combine flour and next 3 ingredients; add to egg mixture alternately with milk, beginning and ending with flour mixture. Beat until blended after each addition. Stir in vanilla.
Place paper baking cups in muffin pans, and spoon 1/4 cup batter into each cup.
Bake at 350° for 18 minutes or until done. Quickly insert a chocolate nugget into center of each warm cupcake; top each with 4 to 5 marshmallows, gently pressing into melted chocolate. Sprinkle with pecans, if desired.
Note: For testing purposes only, we used Hershey's Nuggets.